NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.707 |
1.741 |
0.034 |
2.0% |
1.854 |
| High |
1.775 |
1.746 |
-0.029 |
-1.6% |
1.893 |
| Low |
1.685 |
1.657 |
-0.028 |
-1.7% |
1.731 |
| Close |
1.742 |
1.678 |
-0.064 |
-3.7% |
1.791 |
| Range |
0.090 |
0.089 |
-0.001 |
-1.1% |
0.162 |
| ATR |
0.085 |
0.085 |
0.000 |
0.4% |
0.000 |
| Volume |
192,966 |
128,726 |
-64,240 |
-33.3% |
548,775 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.961 |
1.908 |
1.727 |
|
| R3 |
1.872 |
1.819 |
1.702 |
|
| R2 |
1.783 |
1.783 |
1.694 |
|
| R1 |
1.730 |
1.730 |
1.686 |
1.712 |
| PP |
1.694 |
1.694 |
1.694 |
1.685 |
| S1 |
1.641 |
1.641 |
1.670 |
1.623 |
| S2 |
1.605 |
1.605 |
1.662 |
|
| S3 |
1.516 |
1.552 |
1.654 |
|
| S4 |
1.427 |
1.463 |
1.629 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.291 |
2.203 |
1.880 |
|
| R3 |
2.129 |
2.041 |
1.836 |
|
| R2 |
1.967 |
1.967 |
1.821 |
|
| R1 |
1.879 |
1.879 |
1.806 |
1.842 |
| PP |
1.805 |
1.805 |
1.805 |
1.787 |
| S1 |
1.717 |
1.717 |
1.776 |
1.680 |
| S2 |
1.643 |
1.643 |
1.761 |
|
| S3 |
1.481 |
1.555 |
1.746 |
|
| S4 |
1.319 |
1.393 |
1.702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.837 |
1.657 |
0.180 |
10.7% |
0.078 |
4.6% |
12% |
False |
True |
154,024 |
| 10 |
2.023 |
1.657 |
0.366 |
21.8% |
0.076 |
4.5% |
6% |
False |
True |
123,792 |
| 20 |
2.223 |
1.657 |
0.566 |
33.7% |
0.076 |
4.5% |
4% |
False |
True |
101,390 |
| 40 |
2.512 |
1.657 |
0.855 |
51.0% |
0.083 |
4.9% |
2% |
False |
True |
73,739 |
| 60 |
2.512 |
1.657 |
0.855 |
51.0% |
0.080 |
4.7% |
2% |
False |
True |
61,465 |
| 80 |
2.581 |
1.657 |
0.924 |
55.1% |
0.077 |
4.6% |
2% |
False |
True |
52,573 |
| 100 |
2.746 |
1.657 |
1.089 |
64.9% |
0.073 |
4.4% |
2% |
False |
True |
45,907 |
| 120 |
2.912 |
1.657 |
1.255 |
74.8% |
0.069 |
4.1% |
2% |
False |
True |
40,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.124 |
|
2.618 |
1.979 |
|
1.618 |
1.890 |
|
1.000 |
1.835 |
|
0.618 |
1.801 |
|
HIGH |
1.746 |
|
0.618 |
1.712 |
|
0.500 |
1.702 |
|
0.382 |
1.691 |
|
LOW |
1.657 |
|
0.618 |
1.602 |
|
1.000 |
1.568 |
|
1.618 |
1.513 |
|
2.618 |
1.424 |
|
4.250 |
1.279 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.702 |
1.716 |
| PP |
1.694 |
1.703 |
| S1 |
1.686 |
1.691 |
|